Aalaei, Mahboubeh
Pricing life settlements in the secondary market using fuzzy internal rate of return [Volume 2, Issue 2, 2022, Pages 53-62]
Aalaei, Mahboubeh
Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Aalaei, Mahboubeh
Modifying premiums for life insurance products using specific mortality tables [(Articles in Press)]
Abbasi, Behzad
Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
Abbasi, Ebrahim
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Abbasi, Ebrahim
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Abbaskhani, Hamid
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Abdi, Matin
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Abdollahzade, Hadi
Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
Abdollahzadeh, Mohammad
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Abid, Fathi
Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
Abid, Fathi
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Abolhasani Hastiany, Asghar
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
Ahmadi, Ghasem
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Ahmadzadeh, Amirmohammad
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Ahmadzade Semeskande, Amir Mohammad
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Aminataei, Azim
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Amini, Mohammad
Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
Aminian Shahrokhabadi, Mahdieh
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Amiri, Meisam
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Amiri, Sadegh
A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
Ansori, Moch. Fandi
Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
Asadi Tirvan, Soraya
Sensitivity assessing to data volume for forecasting: introducing similarity methods as suitable ones in feature selection methods [Volume 4, Issue 2, 2024, Pages 115-134]
Ashar, Nurcahya Yulian
Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
Atatalab, Fatemeh
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 37-47]
Atatalab, Fatemeh
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Atatalab, Fatemeh
Designing an epidemic health insurance [(Articles in Press)]
Azari, Hossein
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Azhdari, Parvin
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Azizi, S. Pourmohammad
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
B
Baagherzadeh Hushmandi, Ataabak
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Babaei, Afshin
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Badi, Hamideh
Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [(Articles in Press)]
Bagheri, Meyssam
Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
Bagherzadeh Valami, Hadi
Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE) [Volume 1, Issue 2, 2021, Pages 155-164]
Bagherzadeh Valami, Hadi
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Bahri Sales, Jamal
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Bani Asadi, Samaneh
Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
Banihashemi, Seddigheh
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Banimostafaarab, Faezeh
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Banimostafaarab, Faezeh
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Basiri, Abdolali
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Bayati, Hasan
Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [(Articles in Press)]
Behrouzi, Yasin
A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
Bolfake, Ali
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
C
Chahkandi, Majid
Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [(Articles in Press)]
D
Dahmarde Ghaleno, Mohsen
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
E
Ebrahimi, Seyyed Babak
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Ebrahimiyan, Niloufar
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Ebrahimnezhad, Khadijeh
Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Ebrahimnezhad, Khadijeh
Modifying premiums for life insurance products using specific mortality tables [(Articles in Press)]
Edrisi Tabriz, Yousef
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Eskandari, Farzad
Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Eskandari, Farzad
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Eslami Mofid Abadi, Hossein
The effect of volatility temporal changes on the predictability and return of optimal portfolio using the DMA model [Volume 1, Issue 2, 2021, Pages 1-11]
Esna-Ashari, Maryam
Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]
Esna-Ashari, Maryam
Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [(Articles in Press)]
Ettayb, Jawad
A generation theorem for the perturbation of exponentially equicontinuous C₀-semigroups on locally convex spaces [(Articles in Press)]
F
Farajnezhad, Mohammad
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Farajnezhad, Mohammad
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Farid, Dariush
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Fathi Vajargah, Kianoush
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Fattahi, Fatemeh
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Feng, Chunhua
Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
Firouzi, Kiarash
Some applications of log-ergodic processes: ergodic trading model and call option pricing using the irrational rotation [Volume 4, Issue 2, 2024, Pages 159-180]
G
Garshasebi, Pooya
Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
Ghalibaf Asl, Hasan
Forecasting spot and future gold coin price volatility and their predictive power on each other by using ANN-GARCH model [Volume 1, Issue 1, 2021, Pages 147-161]
Ghalibaf Asl, Hasan
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
Ghanbari, Ali Mohammad
Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
Ghanbarzadeh, Mitra
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Ghanbarzadeh, Mitra
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Ghanbarzadeh, Mitra
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Ghanbarzadeh, Mitra
Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model [Volume 4, Issue 2, 2024, Pages 83-97]
Ghanbarzadeh, Mitra
Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [(Articles in Press)]
Ghasemifard, Azadeh
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Ghasemifard, Azadeh
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
Ghasempour, RajabAli
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Ghonji, Parissa
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Ghorbanidolatabadi, Khadijeh
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
Golarzi, Gholam Hosein
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Goldani, Mahdi
Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series [Volume 3, Issue 2, 2023, Pages 37-61]
Goldani, Mahdi
Sensitivity assessing to data volume for forecasting: introducing similarity methods as suitable ones in feature selection methods [Volume 4, Issue 2, 2024, Pages 115-134]
Goyle, Kartikay
Comparative analysis of stochastic models for simulating leveraged ETF price paths [(Articles in Press)]
H
Haddadi, Mohammad Reza
Option pricing under non-normal distribution in mixed of Gram-Charlier model and fractional models (A case study of Iran Stock Exchange) [(Articles in Press)]
Hadidifard, Shohre
Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
Hakamipour, Nooshin
Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [Volume 4, Issue 1, 2024, Pages 1-17]
Hamidi Razi, Hasan
Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
Hamooni, Amir
Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Hamooni, Amir
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Hamzeh, Asma
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Hamzeh, Asma
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Hamzeh, Asma
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Hanafizadeh, Payam
Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
Heidouzahi, Emambakhsh
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Hesari, Mona
A Comparative Analysis of Binary Options Trading Strategies Using Fuzzified MA and RSI in the Japanese Market [Volume 4, Issue 2, 2024, Pages 181-209]
Hooshmand, Farnaz
Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model [Volume 4, Issue 2, 2024, Pages 83-97]
Hosseinpour Samim Mamaghani, Robabeh
Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Hosseinzadeh Lotfi, Farhad
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Hozarmoghadam, Nasrin
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Hozarmoghadam, Nasrin
Surrender analysis of life insurance in Iran at two micro-corporate and macroeconomic levels [(Articles in Press)]
Jafari, Farzad
Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Jafari, Farzad
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Jafari, Farzad
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Jafari, Farzad
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Jafari Nodoushan, Abbasali
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Jahangirnia, Hossein
Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
Jamnia, Abdulrashid
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Jaziri, Maryem
Modeling auto insurance frequency using K-means and mixture regression [Volume 3, Issue 2, 2023, Pages 93-109]
Jelodari Mamaghani, Mohammad
Some applications of log-ergodic processes: ergodic trading model and call option pricing using the irrational rotation [Volume 4, Issue 2, 2024, Pages 159-180]
Jones, Cadavious
Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
Jung, Seung Wook
Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [(Articles in Press)]
K
K. A. Kaabar, Mohammed
Economic models involving time fractal [Volume 1, Issue 1, 2021, Pages 131-146]
K. Ali, Karmina
Economic models involving time fractal [Volume 1, Issue 1, 2021, Pages 131-146]
Kanani Dizaji, Atefeh
Designing an updatable long-term health insurance [Volume 1, Issue 2, 2021, Pages 23-35]
Karami, Parisa
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
Karimi, Parto
Stochastic portfolio optimization by diversity-weighted portfolio approach [Volume 4, Issue 2, 2024, Pages 57-64]
Karimkhani, Roya
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Kaviani, Mehran
Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
Khadimallah, Asma
Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
Khadimallah, Asma
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Khodamoradi, Tahereh
An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [Volume 4, Issue 1, 2024, Pages 97-113]
Khodamoradi, Tahereh
On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [(Articles in Press)]
Kosarinia, Eftekhar
On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [(Articles in Press)]
Kuebler, Felix
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
L
Lalbar, Ali
The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR) [Volume 4, Issue 2, 2024, Pages 211-233]
Lotfi Ghahroud, Majid
Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Lotfi Ghahroud, Majid
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Lotfi Ghahroud, Majid
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Lotfi Ghahroud, Majid
Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [(Articles in Press)]
M
Maghsoudi, Jamal
Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Mahdavi, Ghadir
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Mahdavi, Ghadir
Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
Mahmoudpour, Nasrollah
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Mashayekhi, Sima
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Mashayekhi, Sima
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
Masmoudi, Afif
Modeling auto insurance frequency using K-means and mixture regression [Volume 3, Issue 2, 2023, Pages 93-109]
Mehrdoust, Farshid
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
Mehrdoust, Farshid
Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [Volume 4, Issue 1, 2024, Pages 67-82]
Mirashrafi, Seyede Zahra
The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR) [Volume 4, Issue 2, 2024, Pages 211-233]
Mirzaei, Hamid Reza
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Mohammadi Jarchelou, Samaneh
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Mohammadi Larijani, Marzieh
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Mohseni, Nazanin
An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
Montebon, Clarijun Quimada
Measuring information asymmetry surrounding earnings announcements [(Articles in Press)]
Moradi, Maryam
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Morsaliarzanagh, Zoleikha
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Moslemi, Azar
The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR) [Volume 4, Issue 2, 2024, Pages 211-233]
Mousavi, Seyed Nourollah
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Mousavi, Seyed Nourollah
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
N
Nabati, Parisa
The first order nonlinear autoregressive model with Ornstein Uhlenbeck processes driven by white noise [Volume 1, Issue 1, 2021, Pages 1-7]
Nabati, Parisa
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Nafei, Amirhossein
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Nainggolan, Rexon
Measuring information asymmetry surrounding earnings announcements [(Articles in Press)]
Najafi, Amir Abbas
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Najjarpour, Alireza
Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
Nasabzadeh, Hamideh
A Comparative Analysis of Binary Options Trading Strategies Using Fuzzified MA and RSI in the Japanese Market [Volume 4, Issue 2, 2024, Pages 181-209]
Nasiri, Parviz
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Nasiri, Tayebeh
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Nasrollahi, Hossein
Option pricing under non-normal distribution in mixed of Gram-Charlier model and fractional models (A case study of Iran Stock Exchange) [(Articles in Press)]
Neisy, Abdolsadeh
Modeling of mortgage-backed securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 141-154]
Neisy, Abdolsadeh
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Neisy, Abdolsadeh
A Numerical solution for the new model of time-fractional bond pricing: Using a multiquadric approximation method [Volume 2, Issue 1, 2022, Pages 131-150]
Neisy, Abdolsadeh
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Neisy, Abdolsadeh
European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
Neshat, Najme
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Neshat, Najmeh
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Nezamdoust, Sajad
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Noorani, Idin
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
Noorani, Maryam
Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [Volume 4, Issue 1, 2024, Pages 67-82]
Nouri, Kazem
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
Nouri, Kazem
Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [Volume 4, Issue 2, 2024, Pages 1-16]
O
Ofoghi, Reza
Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
Omidi, Farahnaz
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
P
Pahlevannezhad, Ali
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Payandeh Najafabadi, Amir Teimour
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 37-47]
Payandeh Najafabadi, Amir Teimour
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Peymany, Moslem
Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
Peymany, Moslem
Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
Peymany, Moslem
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Pourahmadi, Zahra
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Pourmohammad Azizi, S. M. Esmaeil
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Pourrafiee, Mahdi
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Q
Qezelbash, Mohammad
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Qezelbash, Mohammad
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Qezelbash, Mohammad
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
R
Raad, Abbas
Fraud detection in supplementary health insurance based on smart contract in blockchain network [Volume 4, Issue 2, 2024, Pages 33-56]
Raei, Reza
Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
Rahmany, Sajjad
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Rasouli, Abbas
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Rezaei, Mehdi
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Rezaei, Nader
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Rezaei, Zeinab
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Riahi, Monireh
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Rivaz, Azim
Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
S
Saadatfar, Hamid
Mitigating data imbalance for enhanced third-party insurance claim prediction using machine learning [(Articles in Press)]
Safa, Mojgan
Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
Safavi Iranji, Mahsa
Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio [Volume 4, Issue 2, 2024, Pages 137-157]
Safdari, Ali
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
Safdari, Ali
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
Safdari-Vaighani, Ali
Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
Sahebjamnia, Navid
Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
Salahi, Maziar
An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [Volume 4, Issue 1, 2024, Pages 97-113]
Salahi, Maziar
On data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering [(Articles in Press)]
Salavati, Erfan
An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
Salimi Nasab, Soheil
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Salmani, Hadiseh
Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
Samadi, Fatemeh
The effect of volatility temporal changes on the predictability and return of optimal portfolio using the DMA model [Volume 1, Issue 2, 2021, Pages 1-11]
Sasouli, Mohammad Reza
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Seighaly, Mohsen
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Sembiring, Hendri
Measuring information asymmetry surrounding earnings announcements [(Articles in Press)]
Shadrokh, Ali
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Shahmoradi, Nafiseh
Forecasting spot and future gold coin price volatility and their predictive power on each other by using ANN-GARCH model [Volume 1, Issue 1, 2021, Pages 147-161]
Shahmoradi, Nafiseh
Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
Shekari Firouzjaie, Abbas
Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
Sheybanifar, Soudeh
Impacts of no short selling and noise reduction on portfolio allocation [Volume 1, Issue 1, 2021, Pages 63-82]
Shokrollahi, Foad
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Sinaei nasab, Zeinab
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Soheili, Ali R.
Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
Soheili, Ali R.
A Numerical solution for the new model of time-fractional bond pricing: Using a multiquadric approximation method [Volume 2, Issue 1, 2022, Pages 131-150]
T
Tabatabaei, Seyed Jalal
Investigating Levy's model in financial series prediction(case of vanilla option) [Volume 4, Issue 2, 2024, Pages 65-82]
Tajdini, Saeid
Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Tajdini, Saeid
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Tajdini, Saeid
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Tajdini, Saeid
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Tajdini, Saeid
Enhanced portfolio performance evaluation using adjusted dynamic conditional Jensen’s alpha: A time-sensitive risk approach [(Articles in Press)]
Taleblou, Reza
Comparing the performance of different deep learning architectures for time series forecasting [(Articles in Press)]
Tamoradi, Ali
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Tavakoli, Kimiya
European option pricing underlying two assets using PINN [Volume 4, Issue 2, 2024, Pages 17-31]
Teimoori Faal, Hossein
Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
Torkzadeh, Leila
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
Triki, Ons
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
V
Vaghfi, SeyedHessam
The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR) [Volume 4, Issue 2, 2024, Pages 211-233]
Vahabi, Saman
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Vahdani, Marzieh
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
Vahdati, Saeed
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Valinejad, Ali
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
W
Worthington, Andrew C.
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Y
Yaghobipour, Saba
Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
Yarahmadi, Majid
Stochastic-fractional optimal control problems and application in portfolio management [Volume 4, Issue 2, 2024, Pages 99-114]
